+240.6%
STT vs LCID
-96.4%
+337.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.7% |
| 7D | +0.4% | +8.9% | -8.5% | -0.3% |
| 30D | -0.4% | +6.8% | -7.3% | -1.2% |
| 3M | -6.5% | -45.2% | +38.7% | -2.7% |
| 6M | +17.2% | -39.1% | +56.3% | +19.2% |
| YTD | +38.2% | -65.3% | +103.5% | +46.2% |
| 1Y | +49.3% | -78.4% | +127.7% | +63.7% |
| 3Y | +181.9% | -90.3% | +272.3% | +216.2% |
| 5Y | +106.9% | -99.2% | +206.1% | +157.1% |
| All | +240.6% | -96.4% | +337.0% | +325.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling